Stability problems for stochastic models : proceedings of the 11th International Seminar held in Sukhumi (Abkhazian Autonomous Republic) USSR, Sept. 25-Oct. 1, 1987 /
Traditionally the Stability seminar, organized in Moscow but held in different locations, has dealt with a spectrum of topics centering around characterization problems and their stability, limit theorems, probabil- ity metrics and theoretical robustness. This volume likewise focusses on these main...
| Corporate Authors: | , , , |
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| Other Authors: | , , , |
| Format: | Conference Proceeding Book |
| Language: | English Russian |
| Published: |
Berlin ; New York :
Springer-Verlag,
©1989
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1989 |
| Series: | Lecture Notes in Mathematics,
1412 Lecture notes in mathematics (Springer-Verlag) ; 1412 |
| Subjects: |
Table of Contents:
- From the contents: S.V. Arkhipov: The density function's asymptotic representation in the case of multidimensional strictly stable distributions
- A.M. Kagan: A multivariate analog of the Cramr theorem on components of the Gaussian distributions
- V.V. Kalashnikov, S. Yu. Vsekhsvyatskii: On the connection of Rewnyi's theorem and renewal theory
- V.M. Kruglov: Normal and degenerate convergences of random sums
- V.L. Levin, S.T. Rachev: New duality theorems for marginal problems with some applications in stochastics
- A.V. Nagaev, S.M. Shkolnik: Some asymptotic properties of the stable laws
- E. Omey: On the rate of convergence in extreme value theory
- V.V. Senatov: On the estimate of the rate of convergence in the central limit theorem in Hilbert space
- I.P. Trukhina, G.P. Chistyakov: Stability of decomposition in semigroups of functions representable by series in the Jacobi polynomials
- M. Yamazato: Hitting times of single points for 1-dimensional generalized diffusion processes
- The density function's asymptotic representation in the case of multidimensional strictly stable distributions
- Limiting behaviour of the sum of I.I.D. random variables and its terms of greatest moduli in the case of logarithmic type tall function
- On the adaptive estimation of change points
- Precise upper bounds for the functionals describing tumour treatment efficiency
- A multivariate analog of the Cramer theorem on components of the Gaussian distributions
- A refinement of Lukacs theorems
- On the connection of Renyi's theorem and Renewal theory
- On the products of a random number of random variables in connection with a problem from mathematical economics
- The asymptotic distributions of random sums
- Normal and degenerate convergences of random sums
- New duality theorems for Marginal problems with some applications in stochastics
- Stable random vectors in Hilbert space
- The mean's consistent estimation, in the case random processes, satisfying partial differential equations
- Limit theorems in the set up of sumnation of a random number of independent identically distributed random variables
- Some asymptotic properties of the stable laws
- A chi-square goodness-of-fit test for exponential distributions of the first order
- A conditional weak law of large numbers
- On the rate of convergence for the extreme value in the case of IFR-distributions
- On the rate of convergence in extreme value theory
- Some properties of stochastic processes with linear regression
- On characterization of generalized logistic and pareto distributions
- Limit theorems for positive definite probability densities
- On the estimate of the rate of convergence in the central limit theorem in Hilbert space
- Stability of decomposition in semigroups of functions representable by series in the Jacobi polynomials
- A regressional characterization of the poisson distribution
- Hitting times of single points for 1-dimensional generalized diffusion processes
- Pseudotrajectories and stability problems for stochastic dynamical systems